Ceballos only moved to Madrid last summer from Betis - and Setien has consistently talked up the prospect of the midfielder returning.

Setien said, "I do not know what the situation is with Dani Ceballos.

"He is a great player and we would always like to recruit him. At the level of our way, there are players who would suit us very well and who could help us a lot because we know how they play and because we know that they will adapt perfectly to our style of play."